The most common and most likely answer to this crossword clue is the 5 letter word UH-OH
I've seen this crossword clue in The Guardian
U
H
-
O
H
Buddy explains!
The straight part
We know that "uttered when things go wrong" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case uttered when things go wrong = uh-oh.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does UH-OH mean?
UH-OH interjection- An exclamation of error, concern, or awareness of a problem.